Dimension-free path-integral molecular dynamics without preconditioning,
with R. Korol and T. F. Miller III,
arXiv:1911.00931 [physics.chem-ph].
ABS
Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions,
with A. Eberle,
arXiv:1909.07962 [math.PR].
ABS
Cayley modification for strongly stable path-integral and ring-polymer molecular dynamics,
with R. Korol and T. F. Miller III,
Journal of Chemical Physics 151, 124103, 2019 (Editor's Pick).
ABS
Sticky Brownian Motion and its Numerical Solution,
with M. Holmes-Cerfon,
To appear in SIAM Review, arXiv:1906.06803 [math.NA].
ABS
Coupling and Convergence for Hamiltonian Monte Carlo,
with A. Eberle and R. Zimmer,
To appear in Annals of Applied Probability, arXiv:1805.00452 [math.PR].
ABS
Cayley Splitting for Second-Order Langevin Stochastic Partial Differential Equations,
arXiv:1707.05603 [math.PR].
ABS
Geometric integrators and the Hamiltonian Monte Carlo method,
with J. M. Sanz-Serna,
Acta Numerica, Vol. 27, pp. 113-206, 2018.
ABS
SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations,
SIAM Rev., Vol. 60, No. 2, pp. 386–406, 2018.
ABS
Continuous Time Random Walks for the Numerical Solution of Stochastic Differential Equations,
with E. Vanden-Eijnden,
Memoirs of the AMS, Vol. 256, No. 1228, 2018.
ABS
Randomized Hamiltonian Monte Carlo,
with J. M. Sanz-Serna,
Ann. Appl. Probab., Vol. 27, No. 4, pp. 2159-2194, 2017.
ABS
Metropolis Integration Schemes for Self-Adjoint Diffusions,
with A. Donev and E. Vanden-Eijnden,
Multiscale Modeling & Simulation, Vol. 12, No. 2, pp. 781-831, 2014.
ABS
Time Integrators for Molecular Dynamics,
Entropy, 16, 138-162, 2014.
ABS
Non-asymptotic mixing of the MALA algorithm,
with M. Hairer,
IMA J Numer Anal, 33, 80-110, 2013.
ABS
A patch that imparts unconditional stability to explicit integrators for Langevin-like equations,
with E. Vanden-Eijnden,
J Comput Phys, 231, 2565-2580, 2012.
ABS
Pathwise accuracy and ergodicity of Metropolized integrators for SDEs,
with E. Vanden-Eijnden,
Commun Pure Appl Math, 63, 655-696, 2010.
ABS
Long-run accuracy of variational integrators in the stochastic context,
with H. Owhadi,
SIAM J of Numer Anal, 48, 278-297, 2010.
ABS
A Comparison of GHMC with and without Momentum Flips,
with E. Akhmatskaya and S. Reich,
J Comput Phys, 228, 2256 - 2265, 2009.
ABS
Stochastic variational integrators,
with H. Owhadi,
IMA J of Numer Anal, 2, 421-443, 2009.
ABS
Hamilton-Pontryagin integrators on Lie groups Part I: Introduction and Structure-Preserving Properties,
with J. E. Marsden,
Found Comput Math, 9, 197-219, 2009.
ABS

Gratefully acknowledge support from the Alexander von Humboldt Foundation, the National Science Foundation, and Rutgers University.


CV (last updated: Nov 2019)

Nawaf Bou-Rabee
Associate Professor of Math
nawaf.bourabee@rutgers.edu